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Finance and stochastics
NBER working paper series
874
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858
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812
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ECONIS (ZBW)
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1
Optimal dynamic
reinsurance
policies for large insurance portfolios
Taksar, Michael I.
;
Markussen, Charlotte
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 97-121
Persistent link: https://www.econbiz.de/10001724646
Saved in:
2
Worst case portfolio vectors and
diversification
effects
Rüschendorf, Ludger
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10009423231
Saved in:
3
Beyond cash-additive risk measures : when changing the numéraire fails
Farkas, Walter
;
Koch Medina, Pablo
;
Munari, Cosimo
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 145-173
Persistent link: https://www.econbiz.de/10010235455
Saved in:
4
Optimal risk control and dividend distribution policies : example of excess-of loss
reinsurance
for an insurance corporation
Asmussen, Søren
;
Højgaard, Bjarne
;
Taksar, Michael I.
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 299-324
Persistent link: https://www.econbiz.de/10001487076
Saved in:
5
Pricing of catastrophe
reinsurance
and derivatives using the Cox process with shot noise intensity
Dassios, Angelos
;
Jang, Ji-Wook
- In:
Finance and stochastics
7
(
2003
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10001724642
Saved in:
6
Stochastic orders in dynamic
reinsurance
markets
Møller, Thomas
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 479-499
Persistent link: https://www.econbiz.de/10002261433
Saved in:
7
Optimal
reinsurance
via BSDEs in a partially observable model with jump clusters
Brachetta, Matteo
;
Callegaro, Giorgia
;
Ceci, Claudia
; …
- In:
Finance and stochastics
28
(
2024
)
2
,
pp. 453-495
Persistent link: https://www.econbiz.de/10015130335
Saved in:
8
A theory of bonus in life insurance
Norberg, Ragnar
- In:
Finance and stochastics
3
(
1999
)
4
,
pp. 373-390
Persistent link: https://www.econbiz.de/10001412090
Saved in:
9
On the forward rate concept in multi-state life insurance
Christiansen, Marcus C.
;
Niemeyer, Andreas
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 295-327
Persistent link: https://www.econbiz.de/10011417945
Saved in:
10
Optimal hedging of demographic risk in life insurance
Norberg, Ragnar
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 197-222
Persistent link: https://www.econbiz.de/10009682286
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